always monitor your TCP connections.
I knew that OS X has a lot of cloud interaction and phones home often... but it's staggering just how often and to how many addresses and protocols this is. I mean every minute or so it's doing something it probably doesn't have to.
It makes me wonder how safe VPNs are. I don't think they're safe at all seeing all this side traffic going out concurrently.
How do you mean? If you're worried about traffic outside of your VPN software locally on your machine you can put the VPN client in your router or get a dedicated VPN gateway.
Or are you referring to potential locally sourced personally identifiable data leaking over VPN to be sold by vendors? That one is tougher, other than don't have those services installed or run those OS:es.
I use Little Snitch on my laptop, but haven't ever found an equivalent for mobile devices.